Directive 2006/49/EC of the European Parliament and of the Council of 14 June 2006 on the capital adequacy of investment firms and credit institutions (recast) (repealed) (c. 49)

ANNEX I CALCULATING CAPITAL REQUIREMENTS FOR POSITION RISK

GENERAL PROVISIONS

Particular instruments

6. Warrants relating to debt instruments and equities shall be treated in the same way as options under point 5.